+46.2%
TSLA vs DT
-28.0%
+74.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +3.0% | -0.5% | +3.6% | +3.3% |
| 30D | +11.2% | +0.1% | +11.1% | +11.0% |
| 3M | -7.3% | +24.1% | -31.4% | -16.6% |
| 6M | -7.7% | +30.1% | -37.9% | -20.7% |
| YTD | -18.2% | +16.8% | -35.0% | -26.3% |
| 1Y | +6.0% | -0.1% | +6.1% | +2.6% |
| 3Y | +48.0% | +6.8% | +41.2% | +34.7% |
| 5Y | +46.2% | -28.4% | +74.5% | +33.7% |
| All | +46.2% | -28.0% | +74.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling